-27.9%
DHR vs Z
-65.8%
+37.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -2.4% | -7.1% | +4.6% | -1.2% |
| 30D | -2.2% | -4.8% | +2.6% | -1.5% |
| 3M | +9.0% | -9.3% | +18.3% | +10.3% |
| 6M | +3.5% | -29.0% | +32.4% | +9.1% |
| YTD | -10.1% | -52.9% | +42.7% | +1.2% |
| 1Y | +6.2% | -63.1% | +69.3% | +24.6% |
| 3Y | -5.4% | -36.9% | +31.5% | -1.9% |
| 5Y | -27.9% | -65.5% | +37.6% | -29.2% |
| All | -27.9% | -65.8% | +37.9% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling